Spritzer BHD Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:31.93% (-1.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7497 | 4.14 | |
| 0.1619 | 6.80 | |
| 0.5262 | 7.31 | |
| 0.1135 | 0.81 | |
| -0.2271 | -1.11 | |
| 0.1899 | 1.37 | |
| -0.1540 | -1.36 | |
| 0.1194 | 1.15 | |
| 0.0887 | 0.69 | |
| -0.3561 | -2.53 | |
| 0.5056 | 4.25 | |
| -0.4376 | -2.20 |
Estimation Period:
Aug 19, 2002 to Feb 6, 2026
Aug 19, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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